+140.8%
PH vs VALE
+53.3%
+87.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +0.4% | +2.9% | -2.5% | -0.5% |
| 30D | -10.8% | +8.8% | -19.6% | -13.0% |
| 3M | +8.5% | +6.8% | +1.7% | +6.1% |
| 6M | +3.9% | +6.9% | -3.0% | +1.3% |
| YTD | +9.4% | +22.8% | -13.4% | +1.5% |
| 1Y | +26.8% | +61.3% | -34.5% | +7.4% |
| 3Y | +140.8% | +53.3% | +87.5% | +96.9% |
| All | +140.8% | +53.3% | +87.5% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling